-87.8%
CDE vs AMT
+1,454.7%
-1,542.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -9.6% | +1.5% | -11.1% | -9.9% |
| 30D | -6.7% | +6.8% | -13.5% | -8.0% |
| 3M | -24.2% | +11.2% | -35.4% | -26.0% |
| 6M | -29.1% | +12.5% | -41.6% | -31.2% |
| YTD | -21.5% | +12.5% | -34.0% | -24.0% |
| 1Y | -7.4% | +10.1% | -17.5% | -9.9% |
| 3Y | +596.3% | +16.0% | +580.3% | +566.1% |
| 5Y | +95.7% | -17.2% | +112.9% | +99.7% |
| 10Y | +53.0% | +135.2% | -82.3% | +31.9% |
| All | -87.8% | +1,454.7% | -1,542.5% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling